-18.0%
ACI vs RL
+3.0%
-21.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.3% |
| 7D | -2.2% | -4.2% | +1.9% | -1.6% |
| 30D | +10.3% | +4.3% | +6.0% | +10.4% |
| 3M | +7.2% | -4.6% | +11.8% | +7.0% |
| 6M | -18.0% | +1.7% | -19.7% | -16.6% |
| All | -18.0% | +3.0% | -21.0% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling